+655.9%
TSEM vs CCJ
+354.8%
+301.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.5% |
| 7D | +10.4% | +5.9% | +4.5% | +8.5% |
| 30D | -12.9% | +4.7% | -17.6% | -14.2% |
| 3M | -9.2% | -3.3% | -5.9% | -8.4% |
| 6M | +98.8% | -7.0% | +105.8% | +102.2% |
| YTD | +87.2% | +11.5% | +75.8% | +83.7% |
| 1Y | +239.0% | +32.3% | +206.7% | +218.0% |
| 3Y | +679.5% | +176.8% | +502.7% | +527.3% |
| All | +655.9% | +354.8% | +301.1% | +453.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling